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Of course we can not weight a web page, but actually it's size has a great meaning. If the page's weight is small - it will load faster, which of course it's good. So you need to try to reduce the weight if possible. Lower page load times create more comfortable visitors.
For example the page which weights 100 kb can load from 3 to 62 seconds (it depends on the speed of connection) and the page which weights 20 kb from 1 to 12 seconds.

I think you are talking about total size of webpage. It's not defined but you should take care for few things like utilize less numbers of css and js on page as much as possible, use css sprite to combine multiple images, do no use very high resolution picture on page etc etc...